-3.6%
COST vs LMT
+19.5%
-23.1%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.4% | +0.4% | -0.9% |
| 7D | -3.1% | -6.3% | +3.1% | -2.4% |
| 30D | -2.8% | -8.5% | +5.7% | -1.8% |
| 3M | -5.7% | +1.8% | -7.5% | -5.8% |
| 6M | -8.8% | -19.9% | +11.2% | -5.9% |
| YTD | +6.7% | +10.6% | -3.9% | +5.9% |
| 1Y | -3.6% | +17.9% | -21.6% | -3.7% |
| All | -3.6% | +19.5% | -23.1% | -3.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LMT.
Daily Out/Under-Performance
Portfolio return minus LMT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LMT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded LMT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling